AN ALGORITHM FOR LARGE-SCALE QUADRATIC-PROGRAMMING

被引：18
|
作者：
GOULD, NIM
机构：
[1] Central Computer Department, Rutherford Appleton Laboratory, Chilton
来源：
IMA JOURNAL OF NUMERICAL ANALYSIS | 1991年 / 11卷 / 03期
关键词：
LINEAR-EQUATIONS; SYSTEMS;
D O I：
10.1093/imanum/11.3.299
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We describe a method for solving large-scale general quadratic programming problems. Our method is based upon a compendium of ideas which have their origins in sparse matrix techniques and methods for solving smaller quadratic programs. We include a discussion on resolving degeneracy, on single phase methods and on solving parametric problems. Some numerical results are included.
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页码：299 / 324
页数：26
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